Full text of H.15 Selected Interest Rates : October 2, 1972

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FEDERAL

RESERVE

statistical
' •

f^AL

release

'

H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending September 30, 1972

Sept.
25

Sept.
26

Sept.
27

Sept.
28

Yields (per cent per annum)
Auction Average:
3-month bills
6-month bills
Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months 1/
Issues, due in 3-5
years 2_/
Bonds, due or callable
in. 10 years or more 3_f
Prices
Bonds, due or callable
in 10 years or more 4/
Note:

Sept.
29

4.644
5.236

Weekly averages
Last
This
Year
week
week
ago*

4.644
5.236

4.633
5.097

4.676
4.973

4.67
5.26
5.54

4.62
5.25
5.52

4.61
5.24
5.51

4.56
5.18
5 .46

4.60
4.55
5.16 . 5.22
5.50
5 .49

4.65
5.15
5.46

4.65
4.95
5.17

5.57

5.53

5.57

5.56

5.56

5.56

5.48

5.26

6.19

6.1,3

6.13

6.11

6.11

6.13

6.15

5.91

5.75

5.76

5.76

5.74

5.72

5.75

5.70

5.52

67.57

67.48

67.48

67 .66

67.84

67 .61

68.01

69.70

Yields are averages of those computed by the Federal Reserve Bank of New York
on the basis of closing bid prices. Yields on Treasury bills are computed on
a bank discount basis.

*As of October 2, 1972.
1/

Currently includes the 4 per cent bond of Aug. 15, 1973, and the 8-1/8 per cent
note of Aug. 15, 1973.

2/

Currently
7
per
6-1/4 per
5-7/8 per
6-1/2 per

includes the following notes :
cent of 11/15/75
cent of 2/15/76
cent of 2/15/76
cent of 5/15/76

3/
~

Currently
6-3/8 per
3-1/4 per
6-1/8 per
3-1/2 per
4-1/4 per

includes the following bonds due or callabe
cent of 1984
4
per
cent of 1985
4-1/8 per
cent of 1986
3
per
cent of 1990
3-1/2 per
cent of 1987-92

4/

Prices derived from average market yields on the basis of an assumed 3 per
cent, 20-year bond.

5-3/4
7-1/2
6-1/4
8
7-3/4

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

per
per
per
per
per

cent
cent
cent
cent
cent

of
of
of
of
of

5/15/76
8/15/76
11/15/76
2/15/77
8/15/77

in 10 years or more:
cent of 1988-93
cent of 1989-94
cent of 1995
cent of 1998

October 2, 1972